This function returns the probability of every state at time t under different conditions
probabilityatT(C,t,x0,useRCpp)
| C | A CTMC S4 object |
|---|---|
| t | final time t |
| x0 | initial state |
| useRCpp | logical whether to use RCpp implementation |
returns a vector or a matrix in case x0 is provided or not respectively.
The initial state is not mandatory, In case it is not provided,
function returns a matrix of transition function at time t else it returns
vector of probaabilities of transition to different states if initial state was x0
INTRODUCTION TO STOCHASTIC PROCESSES WITH R, ROBERT P. DOBROW, Wiley
Vandit Jain
states <- c("a","b","c","d") byRow <- TRUE gen <- matrix(data = c(-1, 1/2, 1/2, 0, 1/4, -1/2, 0, 1/4, 1/6, 0, -1/3, 1/6, 0, 0, 0, 0), nrow = 4,byrow = byRow, dimnames = list(states,states)) ctmc <- new("ctmc",states = states, byrow = byRow, generator = gen, name = "testctmc") probabilityatT(ctmc,1,useRCpp = TRUE)#> a b c d #> a 0.41546882 0.24714119 0.2703605 0.06702946 #> b 0.12357060 0.63939068 0.0348290 0.20220972 #> c 0.09012017 0.02321933 0.7411205 0.14553997 #> d 0.00000000 0.00000000 0.0000000 1.00000000